-44.7%
IONQ vs CVNA
+20.1%
-64.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +8.8% | -10.3% | -4.9% |
| 7D | -8.9% | +31.3% | -40.3% | -19.3% |
| 30D | -31.3% | +21.7% | -53.0% | -36.9% |
| 3M | -29.2% | +14.0% | -43.2% | -34.0% |
| 6M | -35.4% | +3.0% | -38.4% | -38.2% |
| YTD | -34.2% | -8.1% | -26.1% | -38.0% |
| 1Y | -44.7% | +25.2% | -69.8% | -57.9% |
| All | -44.7% | +20.1% | -64.8% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CVNA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling